Layer correctly.

One tip I find helpful:

If you have handwarmers, bring them. I use one of those things u strap around your waist where you can put your hands in to keep them warm with handwarmers. I usually throw about 5 or 6 of them in there if its pretty cold. Then, when your gettin the shivers, put some of the extra warmers where your body heat escapes. One good place to put a warmer is on the back of your neck or upper back. Also, when you walk to your stand and you sweat, don't wear all your clothing to the stand. Backpack it out or tie some of your upperwear around your waist. If you sweat, your screwed.